-100.0%
DFNS vs MNST
+142.1%
-242.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -42.8% | -5.0% | -37.9% | -43.4% |
| 30D | -67.6% | +4.6% | -72.1% | -67.2% |
| 3M | -94.9% | +1.0% | -95.9% | -94.8% |
| 6M | -96.7% | +5.8% | -102.5% | -96.7% |
| YTD | -99.6% | +19.1% | -118.7% | -99.6% |
| 1Y | -99.7% | +30.9% | -130.6% | -99.7% |
| 3Y | -100.0% | +65.7% | -165.7% | -100.0% |
| 5Y | -100.0% | +99.0% | -198.9% | -100.0% |
| All | -100.0% | +142.1% | -242.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MNST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling